The beta of a security (a) is always larger than one (b) can be negative (c)...

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The beta of a security (a) is always larger than one (b) can be negative (c) expresses the security's sensitivity to the return of the market port- folio (d) expresses the security's sensitivity to the return of a safe investment A riskless investment always (a) pays no interim coupons (b) has a standard deviation of returns of one (c) has the same return as a security with a beta of one (d) lies at the intersection between the security market line and the y-axis The beta of a security (a) is always larger than one (b) can be negative (c) expresses the security's sensitivity to the return of the market port- folio (d) expresses the security's sensitivity to the return of a safe investment A riskless investment always (a) pays no interim coupons (b) has a standard deviation of returns of one (c) has the same return as a security with a beta of one (d) lies at the intersection between the security market line and the y-axis

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